| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 865883.1063 | 736040.5419 | 129842.5644 | 15221280.3455 | 26573715.2945 | -11352434.949 |
| Total P&L (%) | 865.8831 | 736.0405 | 129.8426 | 15221.2803 | 26573.7153 | -11352.4349 |
| Avg Daily Profit (%) | 0.3464 | 0.2944 | 0.0519 | 0.2015 | 0.2237 | 0 |
| Buy And Hold Return (%) | 793.0506 | 793.0506 | 793.0506 | 793.0506 | 793.0506 | 793.0506 |
| Max Trade Drawdown | -143370 | -109916 | -105877 | -15310622 | -3257916 | -21158027 |
| Profit Factor | 2.11 | 2.7665 | 1.3573 | 1.3327 | 2.7489 | 0.6285 |
| Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
| Winning Trades | 113 | 50 | 63 | 113 | 50 | 63 |
| Losing Trades | 105 | 59 | 46 | 105 | 59 | 46 |
| Profitability (%) | 51.8349 | 45.8716 | 57.7982 | 51.8349 | 45.8716 | 57.7982 |
| Ratio Avg Win / Avg Loss | 1.9606 | 3.2645 | 0.991 | 1.2383 | 3.2438 | 0.4589 |
| Largest Winning Trade | 181879 | 181879 | 62343 | 16803275 | 16803275 | 3072245 |
| Largest Losing Trade | -38457 | -30075 | -38457 | -7981198 | -2568564 | -7981198 |
| Avg Bars in Trades | 43 | 49 | 36 | 43 | 49 | 36 |
| Avg Bars in Winners | 55 | 69 | 44 | 55 | 69 | 44 |
| Avg Bars in Losers | 30 | 33 | 25 | 30 | 33 | 25 |
| Bars Traded | 9443 | 5447 | 3996 | 9443 | 5447 | 3996 |
| Profit Streak | 73.6123 | 92.3623 | 73.6123 | 73.6123 | 92.3623 | 73.6123 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -121151 | -152563 | -289262 | 399128 | 452724 | -579473 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542499200000,
"first_datapoint_time": 1547769600000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758508902905,
"expiration_time": 1764979200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 245,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 96,
"offset": 0
}
}
}
{
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
865883.1062868048,
736040.5419363761,
129842.5643504286,
15221280.34546525,
26573715.294485636,
-11352434.94902039
],
[
865.883106,
736.040542,
129.842564,
15221.280345,
26573.715294,
-11352.434949
],
[
0.346353,
0.294416,
0.051937,
0.201476,
0.2237,
0
],
[
793.050611,
793.050611,
793.050611,
793.050611,
793.050611,
793.050611
],
[
-143370,
-109916,
-105877,
-15310622,
-3257916,
-21158027
],
[
2.109971,
2.766499,
1.357271,
1.332672,
2.748946,
0.628525
],
[
218,
109,
109,
218,
109,
109
],
[
113,
50,
63,
113,
50,
63
],
[
105,
59,
46,
105,
59,
46
],
[
51.834862,
45.87156,
57.798165,
51.834862,
45.87156,
57.798165
],
[
1.960593,
3.264469,
0.991023,
1.238324,
3.243756,
0.458923
],
[
181879,
181879,
62343,
16803275,
16803275,
3072245
],
[
-38457,
-30075,
-38457,
-7981198,
-2568564,
-7981198
],
[
43,
49,
36,
43,
49,
36
],
[
55,
69,
44,
55,
69,
44
],
[
30,
33,
25,
30,
33,
25
],
[
9443,
5447,
3996,
9443,
5447,
3996
],
[
73.612302,
92.362302,
73.612302,
73.612302,
92.362302,
73.612302
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-121151,
-152563,
-289262,
399128,
452724,
-579473
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542499200000,
"first_datapoint_time": 1547769600000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758508902905,
"expiration_time": 1764979200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 245,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 96,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|